Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47302.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45907.77 Kr¶

PnL: ---------------------------------------> -980.8 Kr¶

DD now: ---------------------------------> -2.729 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:55:40.128992'

Anic Portfolio¶

Today¶

Return: -1.353 %¶

This Week¶

Return: -1.274 %¶

Total¶

Return: 54.857 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.380000 2751.000000 115.000000 4.360000 2636.000010
Beijer Electronics Group 26 -1.340000 3052.400000 81.400000 2.740000 2971.000006
FM Mattsson Mora Group B 50 -3.060000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 0.160000 3412.800000 35.800000 1.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.610000 388.500000 33.500000 9.440000 355.000000
Corem Property Group B 59 -2.460000 607.110000 30.110000 5.220000 576.999999
AcadeMedia 12 -3.480000 586.080000 29.080000 5.220000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Resurs Holding 22 -1.260000 601.700000 27.700000 4.830000 573.999998
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Securitas B 6 -0.980000 582.840000 12.840000 2.250000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -1.250000 247.200000 1.200000 0.490000 246.000000
OEM International B 7 -1.820000 529.200000 1.200000 0.230000 527.999997
Nordea Bank Abp 29 0.020000 3455.060000 1.060000 0.030000 3453.999992
Boozt 12 -2.480000 1654.800000 0.800000 0.050000 1653.999996
Intrum 4 -3.260000 527.600000 0.600000 0.110000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -1.960000 549.600000 -24.400000 -4.250000 574.000000
Midsona B 63 -2.740000 558.180000 -24.820000 -4.260000 582.999984
CTEK 13 -2.360000 505.180000 -28.820000 -5.400000 533.999999
Essity A 4 -2.480000 1102.000000 -47.000000 -4.090000 1149.000000
International Petroleum Corp. 5 -1.970000 547.000000 -47.570000 -8.000000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Axfood 13 0.000000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -3.050000 1404.000000 -260.000000 -15.630000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45907.770000 -980.800000 -2.72908% 46888.564618

Updated:¶

'2023-01-25 14:55:52.742412'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶